6 accepted papers
Knowing the features of a complex system that are highly relevant to a particular target variable is of fundamental interest in many areas of science. Existing approaches are often limited to linear settings, sometimes lack guarantees, and in most cases, do not scale to the problem at hand, in parti…
In this paper, we study finite-sample properties of the least squares estimator in first order autoregressive processes. By leveraging a result from decoupling theory, we derive upper bounds on the probability that the estimate deviates by at least a positive ε from its true value. Our results consi…
We consider fixed-interval smoothing problems for counter-adversarial autonomous systems. An adversary deploys an autonomous filtering and control system that i) measures our current state via a noisy sensor, ii) computes a posterior estimate (belief) and iii) takes an action that we can observe. Ba…
We present the gain estimation problem for linear dynamical systems as a multi-armed bandit. This is particularly a very important engineering problem in control design, where performance guarantees are casted in terms of the largest gain of the frequency response of the system. The dynamical system…
In this paper, we consider the recovery of piecewise sparse signals from incomplete noisy measurements via a greedy algorithm. Here piecewise sparse means that the signal can be approximated in certain domain with known number of nonzero entries in each piece/segment. This paper makes a two-fold con…
In this paper we study the estimation of changing trends in time-series using ℓ <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">1</sub> trend filtering. This method generalizes 1D Total Variation (TV) denoising for detection of step changes in means to…